+1,757.1%
TSM vs FCUV
-98.6%
+1,855.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.7% |
| 7D | +2.6% | -72.0% | +74.6% | +2.9% |
| 30D | +1.4% | -8.0% | +9.4% | +1.3% |
| 3M | +5.0% | +66.3% | -61.3% | +3.6% |
| 6M | +24.0% | -75.3% | +99.3% | +23.0% |
| YTD | +41.6% | -83.0% | +124.5% | +40.6% |
| 1Y | +66.2% | -94.7% | +160.8% | +65.7% |
| 3Y | +398.2% | -99.3% | +497.5% | +396.5% |
| 5Y | +277.6% | -99.9% | +377.5% | +277.2% |
| All | +1,757.1% | -98.6% | +1,855.8% | +1,743.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling